• Title/Summary/Keyword: 회귀뎁스 Equivariance

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A Comparison Study of Several Robust Regression Estimators under Various Contaminations (다양한 오염 상황에서의 여러 로버스트 회귀추정량의 비교연구)

  • 김지연;황진수;김진경
    • The Korean Journal of Applied Statistics
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    • v.17 no.3
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    • pp.475-488
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    • 2004
  • Several robust regression estimators are compared under contamination. Symmetric and asymmetric contamination schemes are used to measure the variance and MSE of regression estimators. Under asymmetric contamination depth-based regression estimator, especially projection based regression estimator(rcent) outperforms the rest and under symmetric contamination HBR performs relatively well.